-43.4%
TOST vs HAS
+60.1%
-103.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.4% | +3.7% |
| 7D | +10.7% | +2.4% | +8.3% | +9.2% |
| 30D | +17.7% | +31.6% | -13.9% | +0.2% |
| 3M | +4.6% | +33.9% | -29.2% | -11.9% |
| 6M | +20.3% | +31.4% | -11.2% | +1.3% |
| YTD | -0.4% | +51.6% | -52.0% | -24.3% |
| 1Y | -0.8% | +65.2% | -65.9% | -28.5% |
| 3Y | +102.2% | +188.7% | -86.5% | -6.7% |
| 5Y | -41.3% | +55.7% | -97.0% | -50.6% |
| All | -43.4% | +60.1% | -103.5% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling